Writing

Research notes, technical essays, and build logs from market systems and AI work.

February 12, 2026 Equilibrium Execution: Game-Theoretic Optimal Trading Under Endogenous MEV
A deep dive into learning optimal DEX execution policies when searchers fight back. We formulate the problem as a Stackelberg game, solve it with Iterated Best Response, and find the complexity frontier for when adaptivity is worth it.